mirror of
https://github.com/wassname/catalyst.git
synced 2026-08-10 12:00:15 +08:00
Eddie Hebert
17b8980fb9
Instead of creating the market open and close mid-simulation, calculate upfront the values for market open and close in a DataFrame, so that they values can be looked up by date, as viewed as series while investigating data issues. One downside of this implementation is that the entire history has open and close values calculated, even though the simulation may only be a subset of the trade data on record. Should consider moving the `times` property and other methods that care about the start and end date of a simulation to SimulationParameters or another like object.